2013-06-18 7 views
4

Я использую R2jags и CODA для получения некоторых диагностических статистических данных в моих сетях MCMC, но у меня возникают проблемы. Я хочу, чтобы запустить MCMC следующим образом:Ошибка в векторе («list», n.chains): недопустимый аргумент «длина»

modelfit <- jags(data=jags.data, inits=jags.inits, model.params, n.iter = 100000, 
       model.file=jags.model, model.params) 

Ошибка заключается в следующем:

Error in vector("list", n.chains) : invalid 'length' argument 

Я использую RStudio 0.97.551 и R версии 3.0.0 (2013-04-03).

Я ценю любую помощь!

Это мой R сценарий:

setwd("C:\\") 
y1 <-c(1538727, 1444672, 1206999, 1002960, 744597, 390301, 1640130, 1472255, 1383947, 1109395, 984775, 697701, 1769569, 1573498, 1489025, 1351284, 1111397, 935166, 1747764, 1790841, 1626852, 1407388, 1284583, 995236, 1676555, 1787181, 1655400, 1527122, 1421772, 1309989, 1561922, 1643467, 1598855, 1570645, 1495999, 1319439, 1456258, 1561892, 1567872, 1555237, 1551579, 1532222, 1243436, 1387943, 1436659, 1511134, 1549578, 1539580) 
y2 <- c(2634569, 3031916, 3138776, 2875868, 2495888, 1886174, 2148776, 2567507, 2747428, 2696199, 2593985, 2138303, 1662296, 2224336, 2489723, 2698322, 2655746, 2450716, 1304387, 1734318, 2180203, 2396749, 2629088, 2555934, 1087351, 1380119, 1616309, 2109287, 2408800, 2369855, 821642, 1041702, 1221283, 1661647, 2098345, 2426842, 708327, 873092, 952245, 1237084, 1628334, 2123709, 549763, 666699, 774205, 981393, 1243888, 1538431) 
y3 <- c(1245931, 1664176, 1659375, 2313647, 3850196, 4254634, 825634, 1293382, 1454776, 1736181, 2596719, 3655532, 554953, 901957, 1186747, 1490664, 2083400, 2738988, 335824, 630232, 847486, 1239538, 1702256, 2296941, 218213, 373786, 555286, 907876, 1397221, 2005940, 143202, 237344, 344229, 594993, 1012777, 1510283, 121187, 151070, 219731, 351040, 650930, 1157146, 87211, 120279, 140551, 226530, 393887, 733699) 
n <- c(5862309, 6673625, 6534802, 6942747, 8329067, 8152696, 5049199, 5913474, 6268113, 6253757, 7298375, 8260640, 4319559, 5245545, 5840408, 6306245, 6785242, 7492958, 3588778, 4553684, 5259609, 5813653, 6517271, 7001560, 3105173, 3797508, 4271831, 5180290, 6086716, 7002991, 2591140, 3063506, 3428373, 4305319, 5326889, 6217360, 2329398, 2661972, 2886111, 3418403, 4327922, 5565798, 1906676, 2224544, 2444586, 2864892, 3473404, 4362648) 
A <- c(1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 6, 6, 6, 6, 6, 6, 7, 7, 7, 7, 7, 7, 8, 8, 8, 8, 8, 8) 
P <- c(1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6) 
C <- c(8, 9, 10, 11, 12, 13, 7, 8, 9, 10, 11, 12, 6, 7, 8, 9, 10, 11, 5, 6, 7, 8, 9, 10, 4, 5, 6, 7, 8, 9, 3, 4, 5, 6, 7, 8, 2, 3, 4, 5, 6, 7, 1, 2, 3, 4, 5, 6) 
W <- 48 
I <- 8 
J <- 6 
JJ <- 8 
L <- 13 
LL <- 15 

jags.model<- function() { 
## Loop over all observations 

for(w in 1: W){ 
    m[w] <- n[w]-y1[w] 
    h[w] <- n[w]-y1[w]-y2[w] 
    y1[w] ~ dbin(delta[w],n[w]) 
    y2[w] ~ dbin(theta[w],m[w]) 
    y3[w] ~ dbin(eta[w],h[w]) 
    y4[w] <- n[w]-y1[w]-y2[w]-y3[w] 
    ## Define model 
    logit(delta[w]) <- mu1+theta1[A[w]]+phi1[P[w]]+psi1[C[w]] 
    logit(theta[w]) <- mu2+theta2[A[w]]+phi2[P[w]]+psi2[C[w]] 
    logit(eta[w]) <- mu3+theta3[A[w]]+phi3[P[w]]+psi3[C[w]] 
    ## Define probabilities 
    p1[w] <- delta[w] 
    p2[w] <- theta[w]*(1-delta[w]) 
    p3[w] <- eta[w]*(1-delta[w])*(1-theta[w]) 
    p4[w] <- (1-delta[w])*(1-theta[w])*(1-eta[w]) 
    L1[w] <- log(p1[w]/(p2[w]+p3[w]+p4[w])) 
    L2[w] <- log(p2[w]/(p3[w]+p4[w])) 
    L3[w] <- log(p3[w]/p4[w]) 
    ## Likelihood 
    log.like[w] <- y1[w]*log(delta[w]) + (n[w]-y1[w])*log(1-delta[w]) + y2[w]*log(theta[w]) + (n[w]-y1[w]-y2[w])*log(1-theta[w]) + y3[w]*log(eta[w]) + (n[w]-y1[w]-y2[w]-y3[w])*log(1-eta[w]) + logfact(n[w]) - logfact(y1[w]) - logfact(y2[w]) - logfact(y3[w]) - logfact(n[w]-y1[w]-y2[w]-y3[w]) 
} 

## Prior model for global mean effects 

mu1~ dnorm(0,1000) 
mu2~ dnorm(0,1000) 
mu3~ dnorm(0,1000) 

## Autoregressive prior model for P effects 

phi1mean[1] <- 0.0 
phi1prec[1] <- tauphi1*1.0E-6 
phi1mean[2] <- 0.0 
phi1prec[2] <- tauphi1*1.0E-6 

phi2mean[1] <- 0.0 
phi2prec[1] <- tauphi2*1.0E-6 
phi2mean[2] <- 0.0 
phi2prec[2] <- tauphi2*1.0E-6 

phi3mean[1] <- 0.0 
phi3prec[1] <- tauphi3*1.0E-6 
phi3mean[2] <- 0.0 
phi3prec[2] <- tauphi3*1.0E-6 

phi4mean[1] <- 0.0 
phi4prec[1] <- tauphi4*1.0E-6 
phi4mean[2] <- 0.0 
phi4prec[2] <- tauphi4*1.0E-6 

for (j in 3:JJ) { 
    phi1mean[j] <- 2*phi1[j-1]-phi1[j-2] 
    phi1prec[j] <- tauphi1 
    phi2mean[j] <- 2*phi2[j-1]-phi2[j-2] 
    phi2prec[j] <- tauphi2 
    phi3mean[j] <- 2*phi3[j-1]-phi3[j-2] 
    phi3prec[j] <- tauphi3 
    phi4mean[j] <- 2*phi4[j-1]-phi4[j-2] 
    phi4prec[j] <- tauphi4 
} 

# Sampling P effects and subtracting mean for observed P (J) 

for (j in 1:JJ) { 
    phi1[j] ~ dnorm(phi1mean[j],phi1prec[j]) 
    phi2[j] ~ dnorm(phi2mean[j],phi2prec[j]) 
    phi3[j] ~ dnorm(phi3mean[j],phi3prec[j]) 
    phi4[j] ~ dnorm(phi4mean[j],phi4prec[j]) 
    phi1c[j] <- phi1[j]-mean(phi1[1:J]) 
    phi2c[j] <- phi2[j]-mean(phi2[1:J]) 
    phi3c[j] <- phi3[j]-mean(phi3[1:J]) 
    phi4c[j] <- phi4[j]-mean(phi4[1:J]) 
} 


# Hyperpriors for the precision parameters 

tauphi1 ~ dgamma(1.0E-1,1.0E-1) 
tauphi2 ~ dgamma(1.0E-1,1.0E-1) 
tauphi3 ~ dgamma(1.0E-1,1.0E-1) 
tauphi4 ~ dgamma(1.0E-1,1.0E-1) 
sigmaphi1 <- 1/sqrt(tauphi1) 
sigmaphi2 <- 1/sqrt(tauphi2) 
sigmaphi3 <- 1/sqrt(tauphi3) 
sigmaphi4 <- 1/sqrt(tauphi4) 

## Autoregressive prior model for C effects 

psi1mean[1] <- 0.0 
psi1prec[1] <- taupsi1*1.0E-6 
psi1mean[2] <- 0.0 
psi1prec[2] <- taupsi1*1.0E-6 

psi2mean[1] <- 0.0 
psi2prec[1] <- taupsi2*1.0E-6 
psi2mean[2] <- 0.0 
psi2prec[2] <- taupsi2*1.0E-6 

psi3mean[1] <- 0.0 
psi3prec[1] <- taupsi3*1.0E-6 
psi3mean[2] <- 0.0 
psi3prec[2] <- taupsi3*1.0E-6 

psi4mean[1] <- 0.0 
psi4prec[1] <- taupsi4*1.0E-6 
psi4mean[2] <- 0.0 
psi4prec[2] <- taupsi4*1.0E-6 

for (l in 3:LL) { 
    psi1mean[l] <- 2*psi1[l-1]-psi1[l-2] 
    psi1prec[l] <- taupsi1 
    psi2mean[l] <- 2*psi2[l-1]-psi2[l-2] 
    psi2prec[l] <- taupsi2 
    psi3mean[l] <- 2*psi3[l-1]-psi3[l-2] 
    psi3prec[l] <- taupsi3 
    psi4mean[l] <- 2*psi4[l-1]-psi4[l-2] 
    psi4prec[l] <- taupsi4 
} 

# Sampling C effects and subtracting mean for observed C (L) 

for (l in 1:LL) { 
    psi1[l] ~ dnorm(psi1mean[l],psi1prec[l]) 
    psi2[l] ~ dnorm(psi2mean[l],psi2prec[l]) 
    psi3[l] ~ dnorm(psi3mean[l],psi3prec[l]) 
    psi4[l] ~ dnorm(psi4mean[l],psi4prec[l]) 
    psi1c[l] <- psi1[l]-mean(psi1[1:L]) 
    psi2c[l] <- psi2[l]-mean(psi2[1:L]) 
    psi3c[l] <- psi3[l]-mean(psi3[1:L]) 
    psi4c[l] <- psi4[l]-mean(psi4[1:L]) 
} 

# HyPpriors for the precision parameters 

taupsi1 ~ dgamma(1.0E-1,1.0E-1) 
taupsi2 ~ dgamma(1.0E-1,1.0E-1) 
taupsi3 ~ dgamma(1.0E-1,1.0E-1) 
taupsi4 ~ dgamma(1.0E-1,1.0E-1) 
sigmapsi1 <- 1/sqrt(taupsi1) 
sigmapsi2 <- 1/sqrt(taupsi2) 
sigmapsi3 <- 1/sqrt(taupsi3) 
sigmapsi4 <- 1/sqrt(taupsi4) 

## Autoregressive prior model for A effects 

theta1mean[1] <- 0.0 
theta1prec[1] <- tautheta1*1.0E-6 
theta1mean[2] <- 0.0 
theta1prec[2] <- tautheta1*1.0E-6 

theta2mean[1] <- 0.0 
theta2prec[1] <- tautheta2*1.0E-6 
theta2mean[2] <- 0.0 
theta2prec[2] <- tautheta2*1.0E-6 

theta3mean[1] <- 0.0 
theta3prec[1] <- tautheta3*1.0E-6 
theta3mean[2] <- 0.0 
theta3prec[2] <- tautheta3*1.0E-6 

theta4mean[1] <- 0.0 
theta4prec[1] <- tautheta4*1.0E-6 
theta4mean[2] <- 0.0 
theta4prec[2] <- tautheta4*1.0E-6 

for (i in 3:I) { 
    theta1mean[i] <- 2*theta1[i-1]-theta1[i-2] 
    theta1prec[i] <- tautheta1 
    theta2mean[i] <- 2*theta2[i-1]-theta2[i-2] 
    theta2prec[i] <- tautheta2 
    theta3mean[i] <- 2*theta3[i-1]-theta3[i-2] 
    theta3prec[i] <- tautheta3 
    theta4mean[i] <- 2*theta4[i-1]-theta4[i-2] 
    theta4prec[i] <- tautheta4 
} 

# Sampling A effects 

for (i in 1:I) { 
    theta1[i] ~ dnorm(theta1mean[i],theta1prec[i]) 
    theta2[i] ~ dnorm(theta2mean[i],theta2prec[i]) 
    theta3[i] ~ dnorm(theta3mean[i],theta3prec[i]) 
    theta4[i] ~ dnorm(theta4mean[i],theta4prec[i]) 
} 

# Hyperpriors for the precision parameters 

tautheta1 ~ dgamma(1.0E-1,1.0E-1) 
tautheta2 ~ dgamma(1.0E-1,1.0E-1) 
tautheta3 ~ dgamma(1.0E-1,1.0E-1) 
tautheta4 ~ dgamma(1.0E-1,1.0E-1) 
sigmatheta1 <- 1/sqrt(tautheta1) 
sigmatheta2 <- 1/sqrt(tautheta2) 
sigmatheta3 <- 1/sqrt(tautheta3) 
sigmatheta4 <- 1/sqrt(tautheta4) 

# Removing linear trends from A effects 
for (i in 1:I) { 
    ivec1[i] <- i-(I+1)/2 
    aivec1[i] <- ivec1[i]*theta1[i] 
    theta1c[i] <- theta1[i]-ivec1[i]*sum(aivec1[])/(I*(I+1)*(I-1)/12) 
    ivec2[i] <- i-(I+1)/2 
    aivec2[i] <- ivec2[i]*theta2[i] 
    theta2c[i] <- theta2[i]-ivec2[i]*sum(aivec2[])/(I*(I+1)*(I-1)/12) 
    ivec3[i] <- i-(I+1)/2 
    aivec3[i] <- ivec3[i]*theta3[i] 
    theta3c[i] <- theta3[i]-ivec3[i]*sum(aivec3[])/(I*(I+1)*(I-1)/12) 
    ivec4[i] <- i-(I+1)/2 
    aivec4[i] <- ivec4[i]*theta4[i] 
    theta4c[i] <- theta4[i]-ivec4[i]*sum(aivec4[])/(I*(I+1)*(I-1)/12) 
} 

## Loop over A and P 
## Computing fitted and projected probabilities 
for (i in 1:I) { 
    for (j in 1:JJ) { 
    deltapred[i,j] <- exp(mu1+theta1[i]+phi1[j]+psi1[I+j-i])/(1+exp(mu1+theta1[i]+phi1[j]+psi1[I+j-i])) 
    thetapred[i,j] <- exp(mu2+theta2[i]+phi2[j]+psi2[I+j-i])/(1+exp(mu2+theta2[i]+phi2[j]+psi2[I+j-i])) 
    etapred[i,j] <- exp(mu3+theta3[i]+phi3[j]+psi3[I+j-i])/(1+exp(mu3+theta3[i]+phi3[j]+psi3[I+j-i])) 
    p1p[i,j] <- deltapred[i,j] 
    p2p[i,j] <- thetapred[i,j]*(1-deltapred[i,j]) 
    p3p[i,j] <- etapred[i,j]*(1-deltapred[i,j])*(1-thetapred[i,j]) 
    p4p[i,j] <- (1-deltapred[i,j])*(1-thetapred[i,j])*(1-etapred[i,j]) 
    } 
} 
} 

jags.data<-list("y1","y2","y3","n","A","P","C","W","I","J","JJ","L","LL") 
jags.inits <- function(){ 
list("tauphi1" <-1,"tauphi2" <-1,"tauphi3" <-1,"tauphi4" <-1,"taupsi1" <-1, 
    "taupsi2" <-1,"taupsi3" <-1,"taupsi4" <-1,"tautheta1" <-1,"tautheta2" <-1, 
    "tautheta3" <-1,"tautheta4" <-1,"mu1" <-0,"mu2" <-0,"mu3" <-0, 
    "theta1" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "theta2" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "theta3" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "theta4" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "phi1" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "phi2" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "phi3" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "phi4" <-c(0, 0, 0, 0, 0, 0, 0, 0), 
    "psi1" <-c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    "psi2" <-c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    "psi3" <-c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    "psi4" <-c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)) 
} 
library(R2jags) 
library(coda) 
model.params <- c('mu1', 'mu2', 'mu3', 'theta1', 'theta2', 'theta3', 'phi1', 
       'phi2', 'phi3', 'psi1', 'psi2', 'psi3', 'p1p', 'p2p', 
       'p3p', 'p4p') 

ответ

0

Перевод: Что-то в формуле ожидает X вещи, в то время как вы передаете его Y вещи.

Я столкнулся с этой ошибкой, используя hexbin. Я передавал вектор z в xbins, который хотел видеть только 1 номер. Затем я использовал уникальную функцию, чтобы дать функцию hexbin 1 значение:

Хорошо: hexbin (х, у, xbins = уникальный (г)

Плохо: hexbin (х, у, xbins = уникальный (г)

Скорее всего, вы переносите вектор чисел в нечто, ожидающее 1 значение или меньшее подмножество.

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